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URGENT! WILL GIVE THUMBS UP IF ANSWERED PROPERLY. The data given to you in the following table contains the average monthly returns and standard deviations
URGENT! WILL GIVE THUMBS UP IF ANSWERED PROPERLY.
The data given to you in the following table contains the average monthly returns and standard deviations for the S&P 500 index (in USD) and. EAFE index (in Local currency and USD) for the period 1991 to 2012. The correlation between S&P 500 and the EAFE (Local currency) over the entire period is 0.7927 (for local currency). The correlation between S&P 500 and the EAFE (USD) over the entire period is 0.7805. You are asked to present three computations: (a) Risk and performance of the indices over the entire period. (5 points) Question 3: Table. S&P 500 EAFE (Local Currency) MEAN STD EAFE (USD) MEAN STD MEAN STD 1991 1992 1993 1994 1995 1996 1997 1998 1999 1.12% -0.96% 2.52% 0.71% 0.98% 0.54% 0.27% 1.71% 2.09% 2000 -1.17% 2.33% 0.63% 0.82% 0.15% 2.70% 1.78% 2.52% 2.30% 1.67% -0.68% -0.00% -1.90% 2.17% 0.88% 0.42% 1.24% 0.48% -3.60% 2.17% 1.32% 0.27% 1.29% 2001 4.56% 2.15% 1.75% 3.05% 1.50% 3.14% 4.60% 6.21% 3.78% 4.95% 5.7396 5.96% 3.29% 2.11% 2.29% 1.63% 2.79% 6.07% 6.43% 5.56% 4.60% 3.04% 0.82% -0.45% 2.27% -0.09% 0.84% 0.96% 1.19% 1.17% 2.51% -0.57% -1.33% -2.31% 1.66% 1.04% 2.22% 1.34% 0.35% -3.94% 2.04% 0.52% -0.97% 1.44% 4.61% 3.37% 4.51% 3.50% 3.42% 2.86% 4.73% 6.03% 3.59% 2.92% 4.98% 5.69% 3.97% 1.67% 2.78% 2.61% 2.49% 6.76% 5.60% 4.37% 3.85% 3.56% 5.34% 4.21% 5.15% 3.76% 3.69% 2.09% 4.65% 5.67% 3.65% 3.92% 4.94% 5.48% 4.22% 2.73% 2.89% 2.70% 2.79% 7.83% 7.43% 2002 -1.85% -1.27% 2.87% 2003 2004 1.61% 1.14% 2005 2006 2007 2008 2009 2.04% 0.96% -4.28% 2.62% 0.86% -0.89% 1.49% 6.62% 2010 2011 2012 5.64% 4.79% MEAN: average monthly returns; STD: standard deviation of monthly returns The data given to you in the following table contains the average monthly returns and standard deviations for the S&P 500 index (in USD) and. EAFE index (in Local currency and USD) for the period 1991 to 2012. The correlation between S&P 500 and the EAFE (Local currency) over the entire period is 0.7927 (for local currency). The correlation between S&P 500 and the EAFE (USD) over the entire period is 0.7805. You are asked to present three computations: (a) Risk and performance of the indices over the entire period. (5 points) Question 3: Table. S&P 500 EAFE (Local Currency) MEAN STD EAFE (USD) MEAN STD MEAN STD 1991 1992 1993 1994 1995 1996 1997 1998 1999 1.12% -0.96% 2.52% 0.71% 0.98% 0.54% 0.27% 1.71% 2.09% 2000 -1.17% 2.33% 0.63% 0.82% 0.15% 2.70% 1.78% 2.52% 2.30% 1.67% -0.68% -0.00% -1.90% 2.17% 0.88% 0.42% 1.24% 0.48% -3.60% 2.17% 1.32% 0.27% 1.29% 2001 4.56% 2.15% 1.75% 3.05% 1.50% 3.14% 4.60% 6.21% 3.78% 4.95% 5.7396 5.96% 3.29% 2.11% 2.29% 1.63% 2.79% 6.07% 6.43% 5.56% 4.60% 3.04% 0.82% -0.45% 2.27% -0.09% 0.84% 0.96% 1.19% 1.17% 2.51% -0.57% -1.33% -2.31% 1.66% 1.04% 2.22% 1.34% 0.35% -3.94% 2.04% 0.52% -0.97% 1.44% 4.61% 3.37% 4.51% 3.50% 3.42% 2.86% 4.73% 6.03% 3.59% 2.92% 4.98% 5.69% 3.97% 1.67% 2.78% 2.61% 2.49% 6.76% 5.60% 4.37% 3.85% 3.56% 5.34% 4.21% 5.15% 3.76% 3.69% 2.09% 4.65% 5.67% 3.65% 3.92% 4.94% 5.48% 4.22% 2.73% 2.89% 2.70% 2.79% 7.83% 7.43% 2002 -1.85% -1.27% 2.87% 2003 2004 1.61% 1.14% 2005 2006 2007 2008 2009 2.04% 0.96% -4.28% 2.62% 0.86% -0.89% 1.49% 6.62% 2010 2011 2012 5.64% 4.79% MEAN: average monthly returns; STD: standard deviation of monthly returnsStep by Step Solution
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